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Related papers: CATE meets ML -- The Conditional Average Treatment…

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We study the model selection problem in conditional average treatment effect (CATE) prediction. Unlike previous works on this topic, we focus on preserving the rank order of the performance of candidate CATE predictors to enable accurate…

Machine Learning · Statistics 2020-07-20 Yuta Saito , Shota Yasui

Plausible identification of conditional average treatment effects (CATEs) may rely on controlling for a large number of variables to account for confounding factors. In these high-dimensional settings, estimation of the CATE requires…

Econometrics · Economics 2023-01-18 Adam Baybutt , Manu Navjeevan

We propose a framework for testing the homogeneity of conditional average treatment effects (CATEs) across multiple experimental and observational studies. Our approach leverages multiple randomized trials to assess whether treatment…

Econometrics · Economics 2026-02-25 Ana Armendariz , Martin Huber

This paper studies treatment effect models in which individuals are classified into unobserved groups based on heterogeneous treatment rules. Using a finite mixture approach, we propose a marginal treatment effect (MTE) framework in which…

Econometrics · Economics 2022-05-24 Tadao Hoshino , Takahide Yanagi

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

The machine learning toolbox for estimation of heterogeneous treatment effects from observational data is expanding rapidly, yet many of its algorithms have been evaluated only on a very limited set of semi-synthetic benchmark datasets. In…

Machine Learning · Computer Science 2021-07-29 Alicia Curth , Mihaela van der Schaar

Dropout is common in clinical studies, with up to half of patients leaving early due to side effects or other reasons. When dropout is informative (i.e., dependent on survival time), it introduces censoring bias, because of which treatment…

Machine Learning · Computer Science 2026-05-12 Yuxin Wang , Dennis Frauen , Jonas Schweisthal , Maresa Schröder , Stefan Feuerriegel

Estimating heterogeneous treatment effects in domains such as healthcare or social science often involves sensitive data where protecting privacy is important. We introduce a general meta-algorithm for estimating conditional average…

Machine Learning · Statistics 2022-02-23 Fengshi Niu , Harsha Nori , Brian Quistorff , Rich Caruana , Donald Ngwe , Aadharsh Kannan

Instrumental variables (IV) methods are central to applied microeconomics. While classical approaches assume linear models with constant effects, recent literature has shifted toward the local average treatment effect (LATE) framework to…

Econometrics · Economics 2026-05-15 Tymon Słoczyński , Liyang Sun , S. Derya Uysal

Model evaluation is a critical component in supervised machine learning classification analyses. Traditional metrics do not currently incorporate case difficulty. This renders the classification results unbenchmarked for generalization.…

Machine Learning · Computer Science 2023-02-10 Adrienne Kline , Joon Lee

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

Machine Learning · Computer Science 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

Conventional causal estimands, such as the average treatment effect (ATE), capture how the mean outcome in a population or subpopulation would change if all units were assigned to treatment versus control. Real-world policy changes,…

Methodology · Statistics 2025-12-12 Xiang Zhou , Aleksei Opacic

We introduce Matched Machine Learning, a framework that combines the flexibility of machine learning black boxes with the interpretability of matching, a longstanding tool in observational causal inference. Interpretability is paramount in…

Methodology · Statistics 2023-04-05 Marco Morucci , Cynthia Rudin , Alexander Volfovsky

Most clinical trials involve the comparison of a new treatment to a control arm (e.g., the standard of care) and the estimation of a treatment effect. External data, including historical clinical trial data and real-world observational…

Methodology · Statistics 2021-03-17 Tianjian Zhou , Yuan Ji

Estimating conditional average treatment effects (CATEs) from observational data is relevant in many fields such as personalized medicine. However, in practice, the treatment assignment is usually confounded by unobserved variables and thus…

Methodology · Statistics 2023-01-24 Dennis Frauen , Stefan Feuerriegel

In causal inference, a variety of causal effect estimands have been studied, including the sample, uncensored, target, conditional, optimal subpopulation, and optimal weighted average treatment effects. Ad-hoc methods have been developed…

Methodology · Statistics 2019-10-18 Nathan Kallus , Michele Santacatterina

Previous work on causal inference has primarily focused on averages and conditional averages of treatment effects, with significantly less attention on variability and uncertainty in individual treatment responses. In this paper, we…

Machine Learning · Computer Science 2026-02-10 Liyuan Xu , Bijan Mazaheri

The weighted average treatment effect (WATE) is a causal measure for the comparison of interventions in a specific target population, which may be different from the population where data are sampled from. For instance, when the goal is to…

Methodology · Statistics 2018-04-17 Yebin Tao , Haoda Fu

The problem of causal inference with panel data is a central econometric question. The following is a fundamental version of this problem: Let $M^*$ be a low rank matrix and $E$ be a zero-mean noise matrix. For a `treatment' matrix $Z$ with…

Machine Learning · Statistics 2023-04-03 Vivek F. Farias , Andrew A. Li , Tianyi Peng

Estimating heterogeneous treatment effects is critical in domains such as personalized medicine, resource allocation, and policy evaluation. A central challenge lies in identifying subpopulations that respond differently to interventions,…

Machine Learning · Statistics 2025-09-18 Zilong Wang , Turgay Ayer , Shihao Yang